Market identifier codes

Liang Ge

Hi there,

I am using TRTH API to retrieve tick history for equity names. For each trade, I want to have the venue where the trade occurred. Can you please show me which field I should look at? I see "Trade - Exchange/Contributor ID" only. But the field doesn't return MIC but some code I cannot recognize. Is there a field that returns MIC directly? If not, do you have any doc that maps "Trade - Exchange/Contributor ID" to MIC? Can you please share?

Thank you

Liang

@ankur.tyagi

zoya faberov

Hello @Liang Ge and @ankur.tyagi,

I do not see this information included in Refinitiv Tick History Data Coverage Guide -> Fields that includes all available fields with their descriptions, structured per report template.

However, in case there is a way to derive this information, from one of the available fields, that is not obvious to a developer, I would suggest to verify directly with Refinitiv content experts, by submitting the question on Refinitiv Helpdesk Online -> Content -> RTH and including the details of the content required.

zoya faberov

Hello @Liang Ge and @ankur.tyagi,

In my understanding, MIC is assigned per instrument rather then per Tic. So in addition to TickHistoryTiemAndSales extraction request of the required ticks, one could request reference data per every instrument, including MIC, maybe TermsAndConditions request would be suitable for this purpose, for example:

{{protocol}}{{host}}{{api}}Extractions/ExtractWithNotes
{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "Maturity Date", "MIC"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": "US30YT=RR", "IdentifierType": "Ric" }
            ]
        }
    }
}

Resulting in:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "US30YT=RR",
            "RIC": "US30YT=RR",
            "Maturity Date": "2051-11-15",
 "MIC": "BTEC"
        }
    ],
  ...

However, for an in-depth consultation on content requirements, I suggest to contact Refinitiv content experts directly, by submitting the question on Refinitiv Helpdesk Online -> Content -> RTH and including the details of the content required.

Liang Ge

Hi @zoya faberov,

I think you misunderstood what I asked for. What I asked for is the tag 30 for each trade. E.g. 100 shares executed at New York stock exchange. When I used TRTH API to retrieve the trade info, I see "NYS", which I believe stands for new york stock exchange, populated for the field "Trade - Exchange/Contributor ID". In FIX protocol world, we usually have "XNYS", a standard mic code, for new york stock exchange. My question is - it there other field in TRTH that can return the mic code for each trade?

Best,

Liang

@ankur.tyagi